Well I have a few casinos I really like and return to quite a lot because I like their games, but I don't go back to them as often as I used to because their "loyalty" bonuses have become very poor.
I think casinos are pretty stupid in this respect; if they don't offer their existing players some decent incentives, they will just go and sign-up at another casino. I know I do!
Anyway, my favourites are:
Ladbrokes (Microgaming)
Casino Euro (Net Entertainment)
Imperial Casino (Grand Virtual)
None of those any good for you of course, because those softwares can't take USA players thanks to your draconian government...
However, I do have a whole page of about 70 casinos which are USA friendly on my site (pretty easy to find the USA OK page as there's links on all the other pages) and quite a few have decent bonuses. I wish they all did, but sadly I have to say some of their offers are totally crap!
If you're wanting to try them out without depositing at first, I would have to say Rival casinos are your best bet; they nearly all have free-play or no deposit bonuses where you can win real cash without risking 1c of your own money!
Rival also have some really good slots IMHO, if they are your "thing"
KK